#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL;
using Cephei.QL.Indexes;
using Cephei.QL.Times;
namespace Cephei.QL.Instruments
{
     // <summary> 
	// ! for mechanics of par asset swap and market asset swap, refer to "Introduction to Asset Swap", Lehman Brothers European Fixed Income Research - January 2000, D. O'Kane  \ingroup instruments  \warning bondCleanPrice must be the (forward) price at the floatSchedule start date  \bug fair prices are not calculated correctly when using indexed coupons.
	// </summary>
    [Guid ("0E92DBE1-E20A-47b3-A1F8-D4D70A8E41D3"),ComVisible(true)]
	public interface IAssetSwap : Cephei.QL.Instruments.ISwap
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Cephei.IVector<Cephei.QL.ICashFlow> BondLeg {get;}
        
		 Double FairSpread {get;}
        
		 Cephei.IVector<Cephei.QL.ICashFlow> FloatingLeg {get;}
        
		 Cephei.QL.Instruments.IBond Bond {get;}
        
		 Double FloatingLegBPS {get;}
        
		 Boolean PayFixedRate {get;}
        
		 Double Spread {get;}
        
		 Double FairCleanPrice {get;}
        
		 Boolean ParSwap {get;}
    }

    // <summary> 
	// ! for mechanics of par asset swap and market asset swap, refer to "Introduction to Asset Swap", Lehman Brothers European Fixed Income Research - January 2000, D. O'Kane  \ingroup instruments  \warning bondCleanPrice must be the (forward) price at the floatSchedule start date  \bug fair prices are not calculated correctly when using indexed coupons. Factory
	// </summary>
   	[ComVisible(true)]
    public interface IAssetSwap_Factory // : Collection_Factory<IAssetSwap, ICell<IAssetSwap>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IAssetSwap Create (Boolean payFixedRate, Cephei.QL.Instruments.IBond bond, Double bondCleanPrice, Cephei.QL.Indexes.IIborIndex index, Double spread, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.ISchedule> floatSchedule, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IDayCounter> floatingDayCount, Microsoft.FSharp.Core.FSharpOption<Boolean> parAssetSwap, Cephei.QL.IPricingEngine QL_Pricer);
    }
}

